Stochastic Averaging for Non-Lipschitz SDEs with G-Brownian Motion

This paper concerns stochastic differential equations driven by G-Brownian motion under non-Lipschitz condition which is a much weaker condition with a wider range of applications. Stochastic averaging is established for such non-Lipschitz SDEs where an averaged system is presented to replace the original one in the sense of mean square. An example is presented to illustrate the averaging principle.